+88.9%
PPA vs SPY
+78.1%
+10.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +3.6% | +2.6% | +1.0% | +1.4% |
| 30D | +3.6% | -2.0% | +5.6% | +5.3% |
| 3M | -13.1% | -2.8% | -10.4% | -11.1% |
| 6M | -6.0% | +2.1% | -8.1% | -7.7% |
| YTD | +1.7% | +11.5% | -9.7% | -7.2% |
| 1Y | +5.9% | +13.5% | -7.6% | -4.7% |
| 3Y | +88.9% | +77.7% | +11.2% | +22.4% |
| All | +88.9% | +78.1% | +10.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling